R: Periodic Time Series Analysis

# Periodic Time Series Analysis

## Documentation for package ‘perARMA’ version 1.7

- DESCRIPTION file
- Code demos. Use demo() to run them.

## Help Pages

perARMA-package | Periodic Time Series Analysis and Modeling
ab2phth | Fourier representation of real matrix
acfpacf | Plotting usual ACF and PACF
acfpacf.acf | Plotting usual ACF and PACF
acfpacf.pacf | Plotting usual ACF and PACF
arosa | Monthly stratospheric ozone, Arosa
Bcoeff | Fourier representation of covariance function
Bcoeffa | Fourier representation of covariance function
loglikec | Calculation of the logarithm of likelihood function
loglikef | Calculation of the logarithm of likelihood function (using Fourier representation)
makepar | Simulation of PARMA sequence
makeparma | Simulation of PARMA sequence
parmaf | PARMA coefficients estimation
parmafil | PARMA filtration
parmaresid | Computing residuals of PARMA series
parma_ident | Identification of PC-T structure
peracf | Periodic ACF function
perARMA | Periodic Time Series Analysis and Modeling
permest | Periodic Mean Estimation
perpacf | Periodic PACF function
persigest | Periodic standard deviations
perYW | Yule-Walker estimators of PAR model
pgram | Plotting the periodogram of time series
phth2ab | Fourier representation of real matrix
ppfcoeffab | Periodic PACF function
ppfplot | Periodic PACF function
predictperYW | Prediction for PAR model
predseries | Prediction for PAR model
R_w_ma | Covariance matrix for PARMA model (conditional)
scoh | Plotting the squared coherence statistic of time series
volumes | Volumes of energy, Nord Pool Spot Exchange
volumes.sep | Volumes of energy, Nord Pool Spot Exchange, from 1st and 2nd September 2010.